As of: 09-Jan-2015
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 27,889 1.90000 2.02000 1.90000 1.95235 27,889 27,889 T/N 1,500 2.02000 2.02000 2.02000 2.02000 2,500 2,500 Call 0 0.00000 0.00000 0.00000 0.00000 1,500 1,500 Total 29,389 0.00000 0.00000 0.00000 0.00000 31,889 31,889 1 mth (not inclusive 3,000 1.98500 1.98500 1.98500 1.98500 16,500 42,850 of O/N,T/N,call)1/ 1 month 2/ 500 2.09000 2.09000 2.09000 2.09000 20,700 5,250 2 month 3/ - 0.00000 0.00000 0.00000 0.00000 5,700 6,900 3 month 4/ 1,500 2.10000 2.11000 2.11000 2.10667 22,800 18,500 6 month 5/ - 0.00000 0.00000 0.00000 0.00000 1,800 - 9 month 6/ - 0.00000 0.00000 0.00000 0.00000 - - 12 month 7/ - 0.00000 0.00000 0.00000 0.00000 6,000 - Total Term Transaction 5,000 0.00000 0.00000 0.00000 0.00000 73,500 73,500 Grand Total 34,389 1.90000 2.11000 1.90000 1.96688 105,389 105,389 Remark: 1/ less than 1 month (not inclusive of O/N, T/N, call) : 25 days 2/ 1 month : 25 - 35 days 3/ more than 1 month, upto 2 months (2 months) : 36 - 65 days 4/ more than 2 month, upto 3 months (3 months) : 66 - 95 days 5/ more than 3 month, upto 6 months (6 months) : 96 - 185 days 6/ more than 6 month, upto 9 months (9 months) : 186 - 275 days 7/ more than 9 month, upto 12 months (12 months) : 276- 365 days Source: Bank of Thailand